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求解非对称代数Riccati方程的一个新的算法 被引量:2

A new algorithm for non-symmetric algebraic riccati equation
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摘要 主要研究计算迁移理论中产生的非对称代数Riccati方程的最小正解。通过将该方程转化为一个等价的向量方程,得到一个新的算法。数值实验显示,该算法具有较快的收敛速度。 The minimal positive solution of a nonsymmetric algebraic Riccati equation,resulting from the transport theory,was considered.By transforming its matrix equation to an equivalent quadratic vector equation,we proposed a new algorithm.As the numerical experiments showed,the new algorithm exhibited fast convergence performance.
出处 《南昌大学学报(理科版)》 CAS 北大核心 2012年第5期416-419,425,共5页 Journal of Nanchang University(Natural Science)
基金 国家自然科学基金资助项目(11101204) 江西省青年科学家(井冈之星)基金资助项目(2012ZBCB23003) 江西省自然科学基金资助项目(20114BAB201004) 江西省教育厅科研基金资助项目(GJJ12011) 江西省研究生创新基金资助项目(YC2011-S007)
关键词 非对称代数Riccati方程 简单迭代 修正牛顿迭代 最小正解 non-symmetric algebraic Riccati equation simple iteration modified newton's iteration minimal positive solution
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参考文献10

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